+251.7%
BAC vs AMT
+116.9%
+134.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -6.9% | +3.7% | -10.6% | -8.0% |
| 3M | -19.6% | +10.7% | -30.3% | -22.2% |
| 6M | -0.5% | +9.3% | -9.7% | -3.8% |
| YTD | -6.6% | +10.9% | -17.6% | -10.8% |
| 1Y | -3.0% | +10.5% | -13.5% | -7.2% |
| 3Y | +97.3% | +15.5% | +81.8% | +78.5% |
| 5Y | +21.9% | -20.6% | +42.4% | +25.0% |
| 10Y | +251.7% | +124.5% | +127.1% | +296.4% |
| All | +251.7% | +116.9% | +134.8% | +296.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling